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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.7787	15.54***
α ARCH Response to squared shocks	0.0874	4.76***
β GARCH Volatility persistence	0.7557	15.71***

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CDX/CBOE NA High Yield 1-Month Volatility Index (BP Volatility) Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

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